+115.7%
WLDN vs SPY
+80.9%
+34.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.1% |
| 7D | -5.9% | -0.4% | -5.5% | -5.5% |
| 30D | +0.1% | -1.4% | +1.5% | +1.6% |
| 3M | -16.6% | +3.7% | -20.3% | -19.8% |
| 6M | -0.8% | +13.0% | -13.8% | -12.9% |
| YTD | -20.5% | +12.4% | -32.9% | -29.4% |
| 1Y | -13.1% | +18.5% | -31.6% | -26.5% |
| 3Y | +285.5% | +77.6% | +207.9% | +115.1% |
| All | +115.7% | +80.9% | +34.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling